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Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation

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Publication:3471365
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DOI10.1080/03610918808812729zbMath0695.62049OpenAlexW1981589618MaRDI QIDQ3471365

Linda W. Jennings, Dean M. Young

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812729


zbMATH Keywords

smoothingMonte Carlo simulationhigh-dimensional outlier detection


Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Statistical tables (62Q05)


Related Items (3)

Quasi-Bayesian modelling of multivariate outliers ⋮ On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions ⋮ Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data



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